Hey there, Lil’one2117.
I see that you'd like to use one of your photos as the wallpaper on your iPhone. You keep running into a situation where the photo you'd like to use won't download from iCloud.com. I'm happy to help.
- Go to Settings.
- Tap General.
- Tap [device] Storage or Storage & iCloud Usage.
You might see a list of recommendations for optimizing your device storage, followed by a list of installed apps and the amount of storage each one uses. Tap an app's name for more information about its storage.
If you're using iOS 10 or earlier, below Storage, tap Manage Storage to see which apps take up the most space.
Get help with your iCloud Photo Library -- If your using iCloud Photo Library with Optimize Storage turned on, your iPhone may need to be connected to the internet in order to download the photo to your iPhone.
Let me know how that goes.